2.55Open2.55Pre Close0 Volume11 Open Interest21.00Strike Price0.00Turnover88.68%IV1.46%PremiumNov 15, 2024Expiry Date2.21Intrinsic Value100Multiplier20DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.7229Delta0.0684Gamma7.25Leverage Ratio-0.0417Theta0.0077Rho5.24Eff Leverage0.0185Vega